Anic Equity

'#---------------------------------------------------------#'

Total return since start: 0.552 %

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47392.79 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45997.81 Kr

PnL: ---------------------------------------> -890.76 Kr

DD now: ---------------------------------> -2.544 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 10:17:32.587434'

Anic Portfolio

Today

Return: -0.088 %

This Week

Return: -1.086 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 55.152 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	0.000000	2789.500000	153.500000	5.820000	2636.000010
HMS Networks	2	15.730000	800.400000	127.400000	18.930000	673.000000
FM Mattsson Mora Group B	50	0.170000	3015.000000	88.000000	3.010000	2927.000000
SAAB B	8	0.940000	3440.000000	63.000000	1.870000	3377.000000
MedCap	2	0.430000	463.000000	42.000000	9.980000	421.000000
Samhällsbyggnadsbo. i Norden B	20	0.590000	394.300000	39.300000	11.070000	355.000000
Intrum	4	5.770000	560.800000	33.800000	6.410000	527.000000
Corem Property Group B	59	-1.340000	608.880000	31.880000	5.530000	576.999999
AcadeMedia	12	-0.530000	582.480000	25.480000	4.570000	557.000004
Resurs Holding	22	-0.440000	599.280000	25.280000	4.400000	573.999998
Eastnine	4	1.590000	510.400000	19.400000	3.950000	491.000000
Boozt	12	-0.070000	1666.800000	12.800000	0.770000	1653.999996
Fastighetsbolag. Emilshus Pref	21	-0.360000	573.300000	11.300000	2.010000	562.000005
Karnov Group	9	0.500000	543.600000	7.600000	1.420000	536.000004
Norva24 Group	16	0.700000	550.080000	7.080000	1.300000	543.000000
OEM International B	7	-0.520000	534.800000	6.800000	1.290000	527.999997
Securitas B	6	-0.700000	574.680000	4.680000	0.820000	570.000000
Swedbank A	3	-1.990000	568.200000	4.200000	0.740000	564.000000
Creaspac SPAC	6	0.420000	579.600000	2.600000	0.450000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.100000	247.920000	1.920000	0.780000	246.000000
Coor Service Management Hold.	8	-0.520000	532.400000	0.400000	0.080000	532.000000
CTEK	13	-0.020000	528.970000	-5.030000	-0.940000	533.999999
Midsona B	63	1.800000	571.410000	-11.590000	-1.990000	582.999984
Handelsbanken A	5	-1.300000	532.750000	-13.250000	-2.430000	546.000000
Essity B	2	-1.570000	550.400000	-23.600000	-4.110000	574.000000
Beijer Electronics Group	26	-6.290000	2943.200000	-27.800000	-0.940000	2971.000006
Nordea Bank Abp	29	-1.450000	3418.520000	-35.480000	-1.030000	3453.999992
International Petroleum Corp.	5	-0.270000	551.000000	-43.570000	-7.330000	594.565215
Essity A	4	-1.610000	1100.000000	-49.000000	-4.260000	1149.000000
Vivesto	1368	0.770000	537.620000	-75.380000	-12.300000	612.999432
Sampo Oyj SDB	7	-1.380000	3762.500000	-87.500000	-2.270000	3850.000000
Fasadgruppen Group	35	0.770000	3661.000000	-150.000000	-3.940000	3810.999990
Axfood	13	-1.670000	3516.500000	-239.500000	-6.380000	3756.000001
OX2	18	0.510000	1410.300000	-253.700000	-15.250000	1663.999992
Ovzon	52	0.750000	2782.000000	-580.000000	-17.250000	3361.999992
TOTAL			46001.590000	-886.980000	-2.53614%	46888.564618

Updated:

'2023-01-26 10:16:46.307897'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.